Delivering Behavioral Alpga - case study

Discover the impact of winning or losing streaks on fund manager behavior. 

Download research paper: Holding the Line 

Using anonymized active manager data from 2008 to the present, this study analyzes the changes in decision-making behavior that result from a 5-day winning or losing streak. Insights include:

  • 50% of fund managers showed meaningful change in their behavior after experiencing a performance streak
  • Decisions made as a result of both winning and losing streaks were significantly poorer, costing managers an estimated 35bps of performance per annum, on average.

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